How to remove the dual selection OS during start-up?

I’ve tried running Linux Ubuntu OS to my system in which windows XP has already been installed. I’ve used the live CD for Ubuntu which means that the Ubuntu was running without being installed in my PC. There was an option during start-up which prompts what OS I should use, whether the currently installed windows or the Ubuntu. The option always prompt or shows even if I havent put the Ubuntu CD. I want to remove this prompt message so I can start windows directly, with no hassle. How will I do that?